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I
totally agree with you about UM sharing his efforts. Thank you
UM!!
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What
are you sharing Chuck, sarchasm? You don't seem to be interested in
sharing any of your code. And to think I had volunteered to do something for
you.
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size=2>
<FONT face=Arial color=#0000ff
size=2>Harrumph!
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<FONT face=Arial color=#0000ff
size=2>d
<FONT
face=Tahoma size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx] Sent: Monday, May 05, 2003
8:46 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Re: Additions to ABtool v0.0.5 beta
I
see the beta releases of ABTool and AmiBroker similar in that the developers
in both cases are anxious to share their efforts with us at the earliest
opportunity. The downside to us is that every "i" hasn't been
dotted and the documentation tends to lag. To be critical of
this method of software distribution, however, might mean that we don't see
such software and/or enhancements until they
are "finished". I prefer to see things just as
they are I'm sure many others here share that sentiment.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>While UM is busy fixing some minor bugs and adding new features, many
of us are already making use of the software. That's as close to
heaven as I'm likely to get in my lifetime.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Fred
[mailto:fctonetti@xxxxxxxxx]Sent: Monday, May 05, 2003 8:39
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: Additions to ABtool v0.0.5 betaThanks for the
confidence.For folks that have done C++ or similar programming,
concepts like "\n" are probably cake as are the fact that "," can't be
added behind numbers in FileWriteNum statements and I know this is beta,
but even for those that have done their share of programming in
unrelated languages in the past there isn't enough info to keep this
from initially being a semi-painful experience. --- In
amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" <chuck_rademacher@x>
wrote:> Fred,> > I knew you were bright
enough!> -----Original Message----->
From: Fred [mailto:fctonetti@xxxx]> Sent: Monday, May 05,
2003 8:20 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re:
Additions to ABtool v0.0.5 beta> > > Forget
it ... I trial and errored it until I found what I needed.>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
<fctonetti@xxxx> wrote:> > Is this what you mean
by "leap frogging" ?> >> > Since
I apparently am not bright enough after several attempts
to> > glean enough info out of the example in the
zip to get it correct,> > can someone take the
example in the zip and show how one would>
create> > comma delimited records in the file that
contain Symbol (ticker),> > Date, and closing
price ?> >> > Thanks in
advance> >> > --- In
amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"> >
<chuck_rademacher@x> wrote:> > >
UM...> > >> > > You are
quite correct. You have provided the tool(s) to do
the> > job. It is> >
> up to the developer to take advantage of one or more of the
tools> > to suit> > > his
or her needs. A little bit of creativity is all that
is> > required.> >
>> > > All of these things were achievable
before, but your DLL sure> makes> >
it much> > > more manageable.>
> > -----Original Message-----> >
> From: uenal.mutlu@xxxx
[mailto:uenal.mutlu@xxxx]> > > Sent:
Monday, May 05, 2003 6:56 PM> > > To:
amibroker@xxxxxxxxxxxxxxx> > > Subject:
Re: [amibroker] Re: Additions to ABtool v0.0.5 beta> >
>> > >> > >
Fred, you wrote> > >> >
> > Will the addition of the TABLE related commands allow
tables> to> > >
> be built in memory with symbol or stocknum along one
access> and> > >
> datetime along the other and then filling the cells
with> > scoring or> >
> > ranking information for each member of the
watchlist ?> > >> >
> yes, of course, because now we have loops, browsing thru
all> > > stocks, file I/O, and finally
tables incl. exporting them to> CSV>
> files.> > > So, I think all parts
are already there; it's up to you what> >
you're> > > going to do with these
possibilities.> > >> >
> In private email I had explained you how my
"portfolio"> > > backtester works: via
AFL I compute a score and add> > > this
to the results table. That table is exported and the>
> > content analyzed on a daily basis to determine the
stocks> > > to choose for that day.
This then is added to the "portfolio"> >
> of the tester, and the tester keeps track on how good
or> > > bad the results look
like.> > >> >
> I'll write a skelletton AFL code to demonstrate this
(though> > > I'm afraid I'm not that
knowledgeful (sp?) in this field than> >
> you and others already are if one looks to the
contributions> > > made in previous
discussions).> > >> >
> But IMHO it must be done in two phases: the
(unfiltered)> > > output of AB must be
sorted and filtered by either an> > >
external program or a second AFL script. "Unfiltered"
because> > > of the necessary
sorting/ranking of the calculated scores for> >
> each stock for each day. And: the results (profit, MaxDD
etc.)> > > must be computed by your
own code, becaue ABs BT IMHO> > > can't
be used for this. The result will usually be an autom.>
> > generated CSV file for visual inspection in
Excel.> > > Just a tip: if you put all
the fields necessary from the stocks> >
> database (ie. quotes) to ABs result table (for export) and
also> > > do let AB do most of the
calculations (indicators, scores>
etc.),> > then in> > >
the> > > next phases you no more need
access to ABs DB or (re)calculate> > them
etc...> > > UM> >
>> > > PS: I'm going to implement
TableImport() to ABtool for> > >
building such a table autom. from any external CSV
file...> > > That way also the
resulting table of Scan, Explore, Optimize,> >
> and Backtest can be further analyzed programmatically in
a> script.> >
>> > >> > >
----- Original Message -----> > > From:
"Fred" <fctonetti@xxxx>> > > To:
<amibroker@xxxxxxxxxxxxxxx>> > >
Sent: Monday, May 05, 2003 10:30 PM> >
> Subject: [amibroker] Re: Additions to ABtool v0.0.5
beta> > >> >
>> > > >
Uenal,> > > >>
> > > Please reread my original email, you're answering
questions> I'm> >
not> > > > asking as opposed to the
ones I did ask.> > >
>> > > > Best
regards> > > >>
> > > --- In amibroker@xxxxxxxxxxxxxxx,
uenal.mutlu@xxxx wrote:> > > > >
Hi Fred,> > > > > these routines
are written in C++ and therefore they can of> >
course> > > > > also be used in
C++ (ie. a compiler). An interpreter is by> >
design> > > > > slower; but also
the cleverness of the methods/algorithms>
one> > > > > uses decides about
the performance of an application. So if> >
done> > > > > efficiently, then
it will be fast. The alternative would be> >
doing> > > > it
in> > > > > a compiled language
like C/C++ or Assembler :-) But that's> >
much> > > > > harder than
realizing it in an interpreter.> > >
> > The faster your machine is the faster will be the code,
so> > since> >
> > > machines get much faster every quarter or so the
performance> > > > > problem
disappeares "naturally" if one can afford the> >
> > > newest/fastest computing
power.> > > > > BTW, I think it
was Chuck who wrote that the ABtool had>
saved> > > > > him about 12 hours
processing time.> > > > > It is
advisable that before starting a big project better>
one> > > >
should> > > > > do some speed
benchmarks etc.> > > > >
UM> > > > >>
> > > >> > >
> > ----- Original Message -----> >
> > > From: "Fred"
<fctonetti@xxxx>> > > > >
To: <amibroker@xxxxxxxxxxxxxxx>> >
> > > Sent: Monday, May 05, 2003 6:48
PM> > > > > Subject: [amibroker]
Re: Additions to ABtool v0.0.5 beta> >
> > >> > > >
>> > > > > >
Uenal,> > > > >
>> > > > > > Will the
addition of the TABLE related commands allow> > tables
to> > > > be>
> > > > > built in memory with symbol or stocknum
along one access> and> >
> > datetime> > >
> > > along the other and then filling the cells with scoring
or> > > >
ranking> > > > > > information
for each member of the watchlist ?> > >
> > >> > > > > > If
this were the case this would allow for in memory> >
scoring and> > > > > > ranking
bar by bar which one could then sort and use a>
test> > for> > >
> > > driving buy/sell signals.> >
> > > >> > >
> > > I assume this is not what can be done given how the
AFL> > processor> >
> > > > works and that in order to do what I am
suggesting one> > would need> >
> > to> > > > >
> write the results out to a file in one pice of AFL
and> then> >
read> > > > it>
> > > > > back in another.>
> > > > >> >
> > > > I Look forward to your comments
...> > > > >
>> > > > > >
Fred> > >> >
>> > >> >
>> >
> Yahoo! Groups
Sponsor> > >> >
>> > >> > >
Send BUG REPORTS to bugs@xxxx> > > Send
SUGGESTIONS to suggest@xxxx> > >
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